-0.6%
SWKS vs HST
+77.1%
-77.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.7% | +3.6% | +1.8% |
| 7D | -9.2% | -4.2% | -5.0% | -6.7% |
| 30D | -1.9% | +9.6% | -11.5% | -8.1% |
| 3M | +21.2% | -1.1% | +22.3% | +21.4% |
| 6M | +12.9% | +21.1% | -8.2% | -2.5% |
| YTD | +30.7% | +47.1% | -16.4% | -2.8% |
| 1Y | +14.1% | +64.0% | -49.9% | -22.8% |
| All | -0.6% | +77.1% | -77.7% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling